I like to rerun from time to time old strategies that were showing great equity curve in past years, and see what we would get now.
Running any of the Dayopen Straddle for DAX strategies are now showing very poor results.
I guess it just shows that no strategies are forever, or that the strategies at the time were more curve fitting than real strategies.
Curve-fitting is not great and clearly we’d all love the holy grail of an algo hitting 100% win with 1 indicator…. but I wouldn’t rule something out just because it requires regular (weekly, monhtly, quarterly) optimisation. Sure, if you keep running something blind it will fail but that doesn’t mean its not viable at all.